WHICH MACHINE LEARNING ALGORITHM PREDICTS PRICE CHANGES BEST?

Even with a spread that has an autoregressive AR(1), prediction much better than 50% is hard with standard machine learning strategies. For technology sector XLK, I created minimal lag 1 autocorrelation portfolios per day then I use variables 6 days of lagged returns of the chosen spread, the correlation, the long memory parameter for volatility, the acf. The prediction accuracy by machine learning algorithm is: